+13.1%
CNH vs FROG
+129.7%
-116.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.4% | +4.3% |
| 7D | +23.3% | -11.3% | +34.6% | +24.4% |
| 30D | +33.5% | +3.6% | +29.8% | +32.5% |
| 3M | +32.7% | +1.7% | +31.0% | +31.7% |
| 6M | +22.2% | +123.5% | -101.3% | +10.9% |
| YTD | +57.7% | +40.2% | +17.4% | +49.3% |
| 1Y | +28.0% | +81.0% | -53.0% | +16.4% |
| 3Y | +11.5% | +194.8% | -183.2% | -10.0% |
| All | +13.1% | +129.7% | -116.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling